Portfolio Manager, Portfolio Analytics

  • 35095
  • Non-Life - Other
  • |
  • Bermuda
  • |
  • Apr 30, 2019
Asset Management Group
RESPONSIBILITIES
  • Prepare quantitative analyses for the company's multiple investment vehicles with a focus on portfolio optimization.
  • Understand the constraints of the company's multiple investments vehicles to enable appropriate allocation of risk.
  • Operate the company's models, pricing of exotic catastrophe and weather-linked contracts, contributing to the further development of the company's in-house analytics systems.
  • participate in existing and potential investor due diligence visits and assist with investor reporting and requests.
  • Participate on the investment committee gathering information used in decision making of individual transactions as well as contributing to the overall investment strategy of the platform.
  • Manage day to day team priorities and maintain focus on evolving core initiatives.
  • Train and develop team members on portfolio construction and related analyses.
QUALIFICATIONS
  • University or college degree in Actuarial Science required.
  • Minimum 10+ years directly relevant experience in the financial services or insurance/reinsurance sector.
  • Underwriting experience is a plus.
  • High level of computer proficiency and knowledge of Microsoft Excel, Word and PowerPoint.
  • Working knowledge in regards to various statistical models.
  • Demonstrated exceptional written and verbal skills to produce actuarial reports and to communicate the report/metrics to a broad audience.
  • Considerable initiative, ability to prioritize, and creativity with respect to problem solving.
  • Versatility and ability to work efficiently within the team.